-49.2%
ASTS vs AMDL
+108.7%
-157.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.7% |
| 7D | -15.8% | -30.7% | +14.9% | -5.8% |
| 30D | -39.0% | -43.8% | +4.7% | -27.3% |
| 3M | -49.3% | -24.5% | -24.8% | -46.5% |
| 6M | -47.9% | +44.7% | -92.6% | -58.3% |
| YTD | -51.0% | +204.0% | -254.9% | -72.2% |
| 1Y | -49.2% | +109.1% | -158.2% | -69.3% |
| All | -49.2% | +108.7% | -157.8% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling